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相关论文: Semiparametric counterfactual density estimation

200 篇论文

We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…

机器学习 · 统计学 2025-11-25 Alexander G. Reisach , Olivier Collier , Alex Luedtke , Antoine Chambaz

This paper considers the practically important case of nonparametrically estimating heterogeneous average treatment effects that vary with a limited number of discrete and continuous covariates in a selection-on-observables framework where…

计量经济学 · 经济学 2019-08-26 Michael Zimmert , Michael Lechner

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…

统计方法学 · 统计学 2020-02-19 Ya Su , Anirban Bhattacharya , Yan Zhang , Nilanjan Chatterjee , Raymond J. Carroll

In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…

统计理论 · 数学 2026-02-26 Patrick Kramer , Edward H. Kennedy , Isaac M. Opper

Recently, there has been great interest in estimating the conditional average treatment effect using flexible machine learning methods. However, in practice, investigators often have working hypotheses about effect heterogeneity across…

统计方法学 · 统计学 2023-09-13 Chan Park , Hyunseung Kang

This article examines density estimation by combining a parametric approach with a nonparametric factor. The plug-in parametric estimator is seen as a crude estimator of the true density and is adjusted by a nonparametric factor. The…

统计理论 · 数学 2007-06-13 Kanta Naito

Answering counterfactual queries has important applications such as explainability, robustness, and fairness but is challenging when the causal variables are unobserved and the observations are non-linear mixtures of these latent variables,…

机器学习 · 计算机科学 2024-04-16 Zeyu Zhou , Ruqi Bai , Sean Kulinski , Murat Kocaoglu , David I. Inouye

Structural Nested Mean Models (SNMMs) are useful for causal inference of treatment effects in longitudinal observational studies. Most existing works assume that the data are collected at pre-fixed time points for all subjects, which,…

统计方法学 · 统计学 2020-01-13 Shu Yang

Consider a setting with multiple units (e.g., individuals, cohorts, geographic locations) and outcomes (e.g., treatments, times, items), where the goal is to learn a multivariate distribution for each unit-outcome entry, such as the…

机器学习 · 统计学 2025-10-21 Kyuseong Choi , Jacob Feitelberg , Caleb Chin , Anish Agarwal , Raaz Dwivedi

Difference-in-differences (DiD) is a cornerstone of causal inference, yet extending it to functional outcomes is not a routine scalar generalization; rather, it entails three fundamental challenges in identification, inference, and…

统计方法学 · 统计学 2026-05-29 Junzhu Nie , Chengxiu Ling , Mengfei Ran

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

统计理论 · 数学 2026-04-23 Nils Lid Hjort

Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions.…

机器学习 · 计算机科学 2026-05-26 George Panagopoulos

In a multiple testing context, we consider a semiparametric mixture model with two components where one component is known and corresponds to the distribution of $p$-values under the null hypothesis and the other component $f$ is…

应用统计 · 统计学 2013-04-04 Van Hanh Nguyen , Catherine Matias

Many researchers have applied classical statistical decision theory to evaluate treatment choices and learn optimal policies. However, because this framework is based solely on realized outcomes under chosen decisions and ignores…

统计理论 · 数学 2025-10-21 Benedikt Koch , Kosuke Imai

This article extends the widely-used synthetic controls estimator for evaluating causal effects of policy changes to quantile functions. The proposed method provides a geometrically faithful estimate of the entire counterfactual quantile…

计量经济学 · 经济学 2022-01-03 Florian Gunsilius

Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals with the estimation of RC-densities conditional on a…

计量经济学 · 经济学 2022-01-21 Stephan Martin

Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…

统计方法学 · 统计学 2024-11-05 Kwangho Kim , Jisu Kim , Larry A. Wasserman , Edward H. Kennedy

For many health conditions, there are highly efficacious treatment and prevention products. Maximizing their impact requires strategies that improve the reach of health screening in order to establish who could benefit. For example, HIV…

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

We propose nonparametric identification and semiparametric estimation of joint potential outcome distributions in the presence of confounding. First, in settings with observed confounding, we derive tighter, covariate-informed bounds on the…

统计方法学 · 统计学 2026-02-19 Jianle Sun , Kun Zhang